Measuring Tail Risks at High Frequency

dc.contributor.author	Weller, BM
dc.date.accessioned	2016-07-16T00:32:57Z
dc.date.issued	2016-11-01
dc.identifier.uri	https://hdl.handle.net/10161/12471
dc.publisher	Oxford University Press (OUP)
dc.relation.isreplacedby	10161/15675
dc.relation.isreplacedby	http://hdl.handle.net/10161/15675
dc.subject	Tail Risks
dc.subject	High-Frequency Market Making
dc.subject	Bid-Ask Spreads
dc.title	Measuring Tail Risks at High Frequency
dc.type	Journal article
duke.contributor.orcid	Weller, BM\|0000-0001-6398-6573
pubs.organisational-group	Duke
pubs.organisational-group	Economics
pubs.organisational-group	Trinity College of Arts & Sciences

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